Actually, Keldeo is the youngest by far and the latest addition to the team. Kyurem and Keldeo battled in a Pokemon Movie named Kyurem vs Sword of justice.
Warning about Spoiler
>The Swords of Justice all made their anime debuts in Kyurem VS. The Sword of Justice. Cobalion, Terrakion, and Virizion train their youngest member, Keldeo, but before the Colt Pokémon finishes its training, it decides to test its strength against Kyurem. The Boundary Pokémon proves to be too much for Keldeo who flees from the battle, but is actively pursued by Kyurem who wants to finish their match. Keldeo is then found by Ash and his friends who help it to end the battle with Kyurem.
-The Main plot of the movie
According to Bulbapedia, Cobalion is the presumed leader of sword of justice.